Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 537'303 CHF | 539'146 CHF | 99.98% | 99.98% |
19.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 185'000 | 185'000 | 185'034 | 185'034 | 532'137 CHF | 533'987 CHF | 99.71% | 99.71% |
18.11.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 185'000 | 185'000 | 184'969 | 184'969 | 531'177 CHF | 533'027 CHF | 99.95% | 99.95% |
15.11.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 532'476 CHF | 534'318 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 185'000 | 185'000 | 184'235 | 184'235 | 537'989 CHF | 539'832 CHF | 99.57% | 99.57% |
13.11.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 190'000 | 190'000 | 189'332 | 189'332 | 521'127 CHF | 523'020 CHF | 99.67% | 99.67% |
12.11.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 190'000 | 190'000 | 187'768 | 187'768 | 532'102 CHF | 533'980 CHF | 99.77% | 99.77% |
11.11.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 533'441 CHF | 535'284 CHF | 99.99% | 99.99% |
08.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 185'000 | 185'000 | 185'840 | 185'840 | 530'830 CHF | 532'688 CHF | 99.19% | 99.19% |
07.11.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 190'000 | 190'000 | 188'351 | 188'351 | 531'970 CHF | 533'854 CHF | 99.82% | 99.82% |